+894.6%
FIX vs WMB
+180.0%
+714.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.3% | -6.3% | -8.2% |
| 7D | -27.2% | -14.2% | -13.0% | -19.3% |
| 30D | -46.9% | -11.2% | -35.7% | -42.3% |
| 3M | -44.4% | -9.9% | -34.5% | -40.3% |
| 6M | -50.9% | -14.4% | -36.6% | -46.0% |
| YTD | +3.5% | +9.2% | -5.7% | -2.2% |
| 1Y | -2.1% | +15.1% | -17.2% | -10.6% |
| 3Y | +418.7% | +99.2% | +319.5% | +264.6% |
| 5Y | +894.6% | +180.2% | +714.3% | +494.7% |
| All | +894.6% | +180.0% | +714.6% | +494.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling